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We address the problem of static OD matrix estimation from a formal statistical viewpoint. We adopt a novel Bayesian framework to develop a class of models that explicitly cast trip configurations in the study region as random variables. As…

Applications · Statistics 2015-03-17 Luis Carvalho

We propose a Bayesian inference approach for static Origin-Destination (OD)-estimation in large-scale networked transit systems. The approach finds posterior distribution estimates of the OD-coefficients, which describe the relative…

Applications · Statistics 2021-05-28 Steffen O. P. Blume , Francesco Corman , Giovanni Sansavini

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

Estimation of origin-destination (OD) demand plays a key role in successful transportation studies. In this paper, we consider the estimation of time-varying day-to-day OD flows given data on traffic volumes in a transportation network for…

We investigate the problem of sampling from posterior distributions with intractable normalizing constants in Bayesian inference. Our solution is a new generative modeling approach based on optimal transport (OT) that learns a deterministic…

Computation · Statistics 2026-03-03 Ke Li , Wei Han , Yuexi Wang , Yun Yang

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

Origin-destination (OD) demand matrices are crucial for transit agencies to design and operate transit systems. This paper presents a novel temporal Bayesian model designed to estimate transit OD matrices at the individual bus-journey level…

Applications · Statistics 2024-11-28 Xiaoxu Chen , Zhanhong Cheng , Lijun Sun

We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

Computation · Statistics 2012-08-31 Tarek A. El Moselhy , Youssef M. Marzouk

We present an optimal mass transport framework on the space of Gaussian mixture models, which are widely used in statistical inference. Our method leads to a natural way to compare, interpolate and average Gaussian mixture models.…

Probability · Mathematics 2018-02-01 Yongxin Chen , Tryphon T. Georgiou , Allen Tannenbaum

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann

The paper presents an approach to estimate Origin-Destination (OD) flows and their path splits, based on traffic counts on links in the network. The approach called Compressive Origin-Destination Estimation (CODE) is inspired by Compressive…

Systems and Control · Computer Science 2014-07-23 Borhan M. Sanandaji , Pravin P. Varaiya

Recent transportation network studies on uncertainty and reliability call for modeling the probabilistic O-D demand and probabilistic network flow. Making the best use of day-to-day traffic data collected over many years, this paper…

Methodology · Statistics 2024-12-20 Wei Ma , Zhen Qian

Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET).…

Statistics Theory · Mathematics 2024-07-25 Marco Mauritz , Benedikt Wirth

In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…

Computation · Statistics 2021-03-12 Leo L. Duan

We model human mobility as a combinatorial allocation process, treating trips as distinguishable balls assigned to location-bins and generating origin-destination (OD) networks. From this analogy, we construct a unified three-scale…

Physics and Society · Physics 2025-08-27 Fabio Vanni , David Lambert

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…

Methodology · Statistics 2023-08-29 Paul-Baptiste Rubio , Youssef Marzouk , Matthew Parno
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